Value-at-risk : theory and practice
Glyn A. Holton
| Year of publication: |
2003
|
|---|---|
| Authors: | Holton, Glyn A. |
| Publisher: |
Amsterdam [u.a.] : Academic Press |
| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Value at Risk |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [loc.gov] |
| Extent: | XVI, 405 S graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie |
| Language: | English |
| Notes: | Literaturverz. S. 387 - 395 |
| ISBN: | 0-12-354010-0 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Betriebswirtschaft: Sonstiges ; Unternehmensführung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001748316